I'm gonna agree on the Dinosaurs being the most depressed one. I never actually saw that show but for me, the series with the most inferred depressing ending is Alf: The animated series. It was a sort of a prequel, showing you Alf's life on his home world and his day to day life, interacting with friends and family and his girlfriend.
Anyone familiar with the original series, knows that ALF is one of the few who survived, when his planet got destroyed. Everyone featured in the animated show, with the sole exception of Alf, were not gonna survive that event. Fact of the matter was that they were all already dead, since each episode began and ended with a live action segment of Alf, on Earth, reminiscing about past events.
But at very least, they never showed you an episode where the planet actually exploded.
Anyone familiar with the original series, knows that ALF is one of the few who survived, when his planet got destroyed. Everyone featured in the animated show, with the sole exception of Alf, were not gonna survive that event. Fact of the matter was that they were all already dead, since each episode began and ended with a live action segment of Alf, on Earth, reminiscing about past events.
But at very least, they never showed you an episode where the planet actually exploded.